+291.5%
C vs TTWO
+410.0%
-118.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -0.1% |
| 7D | +0.3% | +1.3% | -1.1% | 0.0% |
| 30D | +2.0% | -13.4% | +15.4% | +4.9% |
| 3M | +4.4% | +3.1% | +1.3% | +3.4% |
| 6M | +28.3% | +3.8% | +24.6% | +26.8% |
| YTD | +20.5% | -15.3% | +35.7% | +23.7% |
| 1Y | +45.5% | -11.1% | +56.6% | +47.8% |
| 3Y | +274.0% | +52.0% | +222.1% | +238.5% |
| 5Y | +136.1% | +40.9% | +95.2% | +110.5% |
| All | +291.5% | +410.0% | -118.5% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TTWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling